It's because praying to God is coming face-to-face with the Divine, and sometimes, that just doesn't make us feel good and raise our self-esteem. Wicca and all the new pagan "religions" are all about feeling good: there is no moral demension, everything is within our control, and we can do whatever we want because Mommy Earth still wuvs us.
Ain't nothing like the blood of Jesus. Everything else pales compared to the reality of Jesus. Been there, Done that, and I KNOW!